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Non-Gaussian Quadrature Integral Transform Solution of Parabolic Models with a Finite Degree of Randomness

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Non-Gaussian Quadrature Integral Transform Solution of Parabolic Models with a Finite Degree of Randomness

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dc.contributor.author Casabán Bartual, Mª Consuelo es_ES
dc.contributor.author Company Rossi, Rafael es_ES
dc.contributor.author Jódar Sánchez, Lucas Antonio es_ES
dc.date.accessioned 2021-03-05T04:32:01Z
dc.date.available 2021-03-05T04:32:01Z
dc.date.issued 2020-07 es_ES
dc.identifier.uri http://hdl.handle.net/10251/163178
dc.description.abstract [EN] In this paper, we propose an integral transform method for the numerical solution of random mean square parabolic models, that makes manageable the computational complexity due to the storage of intermediate information when one applies iterative methods. By applying the random Laplace transform method combined with the use of Monte Carlo and numerical integration of the Laplace transform inversion, an easy expression of the approximating stochastic process allows the manageable computation of the statistical moments of the approximation. es_ES
dc.description.sponsorship This work has been supported by the Spanish Ministerio de Economia, Industria y Competitividad (MINECO), the Agencia Estatal de Investigacion (AEI) and Fondo Europeo de Desarrollo Regional (FEDER UE) grant MTM2017-89664-P. es_ES
dc.language Inglés es_ES
dc.publisher MDPI AG es_ES
dc.relation.ispartof Mathematics es_ES
dc.rights Reconocimiento (by) es_ES
dc.subject Random mean square parabolic model es_ES
dc.subject Laplace transform es_ES
dc.subject Numerical inverse Laplace integration es_ES
dc.subject Numerical simulation es_ES
dc.subject Monte Carlo method es_ES
dc.subject.classification MATEMATICA APLICADA es_ES
dc.title Non-Gaussian Quadrature Integral Transform Solution of Parabolic Models with a Finite Degree of Randomness es_ES
dc.type Artículo es_ES
dc.identifier.doi 10.3390/math8071112 es_ES
dc.relation.projectID info:eu-repo/grantAgreement/AEI/Plan Estatal de Investigación Científica y Técnica y de Innovación 2013-2016/MTM2017-89664-P/ES/PROBLEMAS DINAMICOS CON INCERTIDUMBRE SIMULABLE: MODELIZACION MATEMATICA, ANALISIS, COMPUTACION Y APLICACIONES/ es_ES
dc.rights.accessRights Abierto es_ES
dc.contributor.affiliation Universitat Politècnica de València. Departamento de Matemática Aplicada - Departament de Matemàtica Aplicada es_ES
dc.description.bibliographicCitation Casabán Bartual, MC.; Company Rossi, R.; Jódar Sánchez, LA. (2020). Non-Gaussian Quadrature Integral Transform Solution of Parabolic Models with a Finite Degree of Randomness. Mathematics. 8(7):1-16. https://doi.org/10.3390/math8071112 es_ES
dc.description.accrualMethod S es_ES
dc.relation.publisherversion https://doi.org/10.3390/math8071112 es_ES
dc.description.upvformatpinicio 1 es_ES
dc.description.upvformatpfin 16 es_ES
dc.type.version info:eu-repo/semantics/publishedVersion es_ES
dc.description.volume 8 es_ES
dc.description.issue 7 es_ES
dc.identifier.eissn 2227-7390 es_ES
dc.relation.pasarela S\415789 es_ES
dc.contributor.funder Agencia Estatal de Investigación es_ES
dc.contributor.funder European Regional Development Fund es_ES
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